-2.7%
CMG vs NET
+36.7%
-39.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.6% | +8.4% | +6.2% |
| 7D | +22.5% | -16.4% | +38.9% | +25.7% |
| 30D | +14.1% | -25.8% | +39.9% | +19.0% |
| 3M | +4.1% | -11.5% | +15.6% | +4.7% |
| 6M | +10.1% | +18.9% | -8.8% | +3.6% |
| YTD | -4.9% | +35.2% | -40.1% | -14.0% |
| 1Y | +10.9% | +14.5% | -3.6% | +3.3% |
| 3Y | -13.7% | +313.8% | -327.6% | -41.4% |
| 5Y | -2.7% | +32.6% | -35.2% | -29.6% |
| All | -2.7% | +36.7% | -39.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling